Summary
IEI
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 2.88% Volatility 3.47% Sharpe -0.07
Official loaded data — not a live quote.

ISHARES 3-7 YEAR TREASURY BOND ETF

Symbol: IEI

Exchange: NASDAQ

Sector: N/A

Category: Intermediate Government

Inception date: 05/01/2007

Latest date: 17/07/2026

Current price: $116.98

Expense ratio: 0.15%

Assets under management
$18.3B
-0.13% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.38%

Ann. -13.61% (Sharpe / Sortino numerator)

Volatility

4.29%

Sharpe ratio

-4.023

VaR 95%

-0.52%

CVaR 95%: -0.54%
Max drawdown: -1.74%
Sortino ratio: -6.741
Calmar ratio: -7.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.80%

Ann. -2.25% (Sharpe / Sortino numerator)

Volatility

3.44%

Sharpe ratio

-1.707

VaR 95%

-0.35%

CVaR 95%: -0.47%
Max drawdown: -2.50%
Sortino ratio: -2.480
Calmar ratio: -0.90

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.17%

Ann. 0.37% (Sharpe / Sortino numerator)

Volatility

2.99%

Sharpe ratio

-1.090

VaR 95%

-0.32%

CVaR 95%: -0.42%
Max drawdown: -2.50%
Sortino ratio: -1.614
Calmar ratio: 0.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.88%

Ann. 3.40% (Sharpe / Sortino numerator)

Volatility

3.47%

Sharpe ratio

-0.068

VaR 95%

-0.35%

CVaR 95%: -0.47%
Max drawdown: -2.50%
Sortino ratio: -0.108
Calmar ratio: 1.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.38%

Ann. 4.68% (Sharpe / Sortino numerator)

Volatility

3.73%

Sharpe ratio

0.280

VaR 95%

-0.37%

CVaR 95%: -0.51%
Max drawdown: -3.66%
Sortino ratio: 0.443
Calmar ratio: 1.28

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.48%

Ann. 3.26% (Sharpe / Sortino numerator)

Volatility

4.29%

Sharpe ratio

-0.087

VaR 95%

-0.44%

CVaR 95%: -0.56%
Max drawdown: -5.30%
Sortino ratio: -0.142
Calmar ratio: 0.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.011%

Best day

0.891%

01/08/2025
Worst day

-0.541%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $117.13 $117.23 $116.96 $116.98 984,800
16/07/2026 $116.85 $116.95 $116.81 $116.95 794,000
15/07/2026 $116.86 $117.06 $116.86 $116.98 2,224,400
14/07/2026 $116.79 $116.91 $116.64 $116.74 1,203,300
13/07/2026 $116.66 $116.67 $116.43 $116.45 1,419,900
10/07/2026 $116.84 $116.89 $116.72 $116.77 1,345,800
09/07/2026 $116.76 $116.95 $116.75 $116.84 935,600
08/07/2026 $116.67 $116.71 $116.53 $116.68 1,038,500
07/07/2026 $117.05 $117.06 $116.82 $116.84 983,400
06/07/2026 $117.13 $117.20 $117.06 $117.20 900,800